3 citations · 3 across the 5 of their papers we have counts for
3 papers · 1 filter
End-to-end probabilistic hierarchical forecasting of large hierarchies via probabilistic top-down
Lorenzo Zambon, Dario Azzimonti, Giorgio Corani
Retail and supply chain operations rely on demand forecasts to drive decisions, from replenishment at the product level to capacity planning at the store level. These forecasts sho…
Modeling the uncertainty on the covariance matrix for probabilistic forecast reconciliation
Chiara Carrara, Dario Azzimonti, Giorgio Corani +1
In minimum trace (MinT) forecast reconciliation, the covariance matrix of the base forecasts errors plays a crucial role. Typically, this matrix is estimated and then treated as kn…
Nonlinear Probabilistic Forecast Reconciliation
Anubhab Biswas, Lorenzo Zambon, Lorenzo Nespoli +1
Forecast reconciliation adjusts independently generated forecasts so that they satisfy some known constraints. While probabilistic forecast reconciliation is well established for l…